We have a table that looks roughly like this:
CREATE TABLE Lockers
{
UserID int NOT NULL PRIMARY KEY (foreign key),
LockerStyleID int (foreign key),
N
another method if you don't mind 'polluting' you db schema is to add a computed column, e.g. if you had a foreign key field FK_Customer you could define a new computed column FK_Customer_Computed which has the expression FK_Customer. When you generate\update your edmx model the field will appear like a regular field that you can then reference from you entity object.
Or wait for EF4 :)